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import os |
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import pytest |
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import math |
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import numpy as np |
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from numpy.testing import assert_allclose |
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from scipy.conftest import array_api_compatible |
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import scipy._lib._elementwise_iterative_method as eim |
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from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal |
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from scipy._lib._array_api import array_namespace, xp_size, xp_ravel, xp_copy, is_numpy |
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from scipy import special, stats |
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from scipy.integrate import quad_vec, nsum, tanhsinh as _tanhsinh |
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from scipy.integrate._tanhsinh import _pair_cache |
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from scipy.stats._discrete_distns import _gen_harmonic_gt1 |
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def norm_pdf(x, xp=None): |
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xp = array_namespace(x) if xp is None else xp |
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return 1/(2*xp.pi)**0.5 * xp.exp(-x**2/2) |
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def norm_logpdf(x, xp=None): |
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xp = array_namespace(x) if xp is None else xp |
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return -0.5*math.log(2*xp.pi) - x**2/2 |
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def _vectorize(xp): |
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def decorator(f): |
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def wrapped(*arg_arrays): |
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shape = arg_arrays[0].shape |
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arg_arrays = [xp_ravel(arg_array) for arg_array in arg_arrays] |
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res = [] |
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for i in range(math.prod(shape)): |
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arg_scalars = [arg_array[i] for arg_array in arg_arrays] |
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res.append(f(*arg_scalars)) |
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return res |
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return wrapped |
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return decorator |
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@array_api_compatible |
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@pytest.mark.usefixtures("skip_xp_backends") |
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@pytest.mark.skip_xp_backends( |
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'array_api_strict', reason='Currently uses fancy indexing assignment.' |
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) |
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@pytest.mark.skip_xp_backends( |
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'jax.numpy', reason='JAX arrays do not support item assignment.' |
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) |
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class TestTanhSinh: |
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def f1(self, t): |
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return t * np.log(1 + t) |
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f1.ref = 0.25 |
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f1.b = 1 |
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def f2(self, t): |
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return t ** 2 * np.arctan(t) |
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f2.ref = (np.pi - 2 + 2 * np.log(2)) / 12 |
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f2.b = 1 |
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def f3(self, t): |
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return np.exp(t) * np.cos(t) |
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f3.ref = (np.exp(np.pi / 2) - 1) / 2 |
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f3.b = np.pi / 2 |
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def f4(self, t): |
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a = np.sqrt(2 + t ** 2) |
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return np.arctan(a) / ((1 + t ** 2) * a) |
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f4.ref = 5 * np.pi ** 2 / 96 |
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f4.b = 1 |
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def f5(self, t): |
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return np.sqrt(t) * np.log(t) |
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f5.ref = -4 / 9 |
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f5.b = 1 |
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def f6(self, t): |
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return np.sqrt(1 - t ** 2) |
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f6.ref = np.pi / 4 |
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f6.b = 1 |
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def f7(self, t): |
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return np.sqrt(t) / np.sqrt(1 - t ** 2) |
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f7.ref = 2 * np.sqrt(np.pi) * special.gamma(3 / 4) / special.gamma(1 / 4) |
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f7.b = 1 |
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def f8(self, t): |
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return np.log(t) ** 2 |
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f8.ref = 2 |
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f8.b = 1 |
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def f9(self, t): |
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return np.log(np.cos(t)) |
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f9.ref = -np.pi * np.log(2) / 2 |
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f9.b = np.pi / 2 |
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def f10(self, t): |
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return np.sqrt(np.tan(t)) |
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f10.ref = np.pi * np.sqrt(2) / 2 |
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f10.b = np.pi / 2 |
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def f11(self, t): |
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return 1 / (1 + t ** 2) |
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f11.ref = np.pi / 2 |
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f11.b = np.inf |
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def f12(self, t): |
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return np.exp(-t) / np.sqrt(t) |
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f12.ref = np.sqrt(np.pi) |
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f12.b = np.inf |
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def f13(self, t): |
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return np.exp(-t ** 2 / 2) |
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f13.ref = np.sqrt(np.pi / 2) |
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f13.b = np.inf |
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def f14(self, t): |
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return np.exp(-t) * np.cos(t) |
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f14.ref = 0.5 |
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f14.b = np.inf |
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def f15(self, t): |
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return np.sin(t) / t |
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f15.ref = np.pi / 2 |
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f15.b = np.inf |
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def error(self, res, ref, log=False, xp=None): |
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xp = array_namespace(res, ref) if xp is None else xp |
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err = abs(res - ref) |
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if not log: |
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return err |
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with np.errstate(divide='ignore'): |
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return xp.log10(err) |
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def test_input_validation(self, xp): |
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f = self.f1 |
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zero = xp.asarray(0) |
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f_b = xp.asarray(f.b) |
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message = '`f` must be callable.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(42, zero, f_b) |
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message = '...must be True or False.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, log=2) |
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message = '...must be real numbers.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, xp.asarray(1+1j), f_b) |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, atol='ekki') |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, rtol=pytest) |
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message = '...must be non-negative and finite.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, rtol=-1) |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, atol=xp.inf) |
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message = '...may not be positive infinity.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, rtol=xp.inf, log=True) |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, atol=xp.inf, log=True) |
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message = '...must be integers.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, maxlevel=object()) |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, minlevel="migratory coconut") |
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message = '...must be non-negative.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, maxlevel=-1) |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, minlevel=-1) |
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message = '...must be True or False.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, preserve_shape=2) |
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message = '...must be callable.' |
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with pytest.raises(ValueError, match=message): |
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_tanhsinh(f, zero, f_b, callback='elderberry') |
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@pytest.mark.parametrize("limits, ref", [ |
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[(0, math.inf), 0.5], |
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[(-math.inf, 0), 0.5], |
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[(-math.inf, math.inf), 1.], |
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[(math.inf, -math.inf), -1.], |
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[(1, -1), stats.norm.cdf(-1.) - stats.norm.cdf(1.)], |
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]) |
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def test_integral_transforms(self, limits, ref, xp): |
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limits = [xp.asarray(limit) for limit in limits] |
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dtype = xp.asarray(float(limits[0])).dtype |
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ref = xp.asarray(ref, dtype=dtype) |
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res = _tanhsinh(norm_pdf, *limits) |
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xp_assert_close(res.integral, ref) |
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logres = _tanhsinh(norm_logpdf, *limits, log=True) |
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xp_assert_close(xp.exp(logres.integral), ref, check_dtype=False) |
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xp_test = array_namespace(*limits) |
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assert (xp_test.isdtype(logres.integral.dtype, "real floating") if ref > 0 |
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else xp_test.isdtype(logres.integral.dtype, "complex floating")) |
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xp_assert_close(xp.exp(logres.error), res.error, atol=1e-16, check_dtype=False) |
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@pytest.mark.skip_xp_backends(np_only=True, |
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reason='Cumbersome to convert everything.') |
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@pytest.mark.parametrize('f_number', range(1, 15)) |
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def test_basic(self, f_number, xp): |
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f = getattr(self, f"f{f_number}") |
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rtol = 2e-8 |
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res = _tanhsinh(f, 0, f.b, rtol=rtol) |
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assert_allclose(res.integral, f.ref, rtol=rtol) |
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if f_number not in {14}: |
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true_error = abs(self.error(res.integral, f.ref)/res.integral) |
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assert true_error < res.error |
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if f_number in {7, 10, 12}: |
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return |
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assert res.success |
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assert res.status == 0 |
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@pytest.mark.skip_xp_backends(np_only=True, |
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reason="Distributions aren't xp-compatible.") |
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@pytest.mark.parametrize('ref', (0.5, [0.4, 0.6])) |
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@pytest.mark.parametrize('case', stats._distr_params.distcont) |
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def test_accuracy(self, ref, case, xp): |
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distname, params = case |
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if distname in {'dgamma', 'dweibull', 'laplace', 'kstwo'}: |
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pytest.skip('tanh-sinh is not great for non-smooth integrands') |
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if (distname in {'studentized_range', 'levy_stable'} |
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and not int(os.getenv('SCIPY_XSLOW', 0))): |
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pytest.skip('This case passes, but it is too slow.') |
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dist = getattr(stats, distname)(*params) |
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x = dist.interval(ref) |
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res = _tanhsinh(dist.pdf, *x) |
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assert_allclose(res.integral, ref) |
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@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)]) |
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def test_vectorization(self, shape, xp): |
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rng = np.random.default_rng(82456839535679456794) |
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a = xp.asarray(rng.random(shape)) |
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b = xp.asarray(rng.random(shape)) |
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p = xp.asarray(rng.random(shape)) |
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n = math.prod(shape) |
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def f(x, p): |
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f.ncall += 1 |
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f.feval += 1 if (xp_size(x) == n or x.ndim <= 1) else x.shape[-1] |
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return x**p |
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f.ncall = 0 |
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f.feval = 0 |
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@_vectorize(xp) |
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def _tanhsinh_single(a, b, p): |
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return _tanhsinh(lambda x: x**p, a, b) |
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res = _tanhsinh(f, a, b, args=(p,)) |
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refs = _tanhsinh_single(a, b, p) |
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xp_test = array_namespace(a) |
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attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel'] |
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for attr in attrs: |
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ref_attr = xp_test.stack([getattr(ref, attr) for ref in refs]) |
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res_attr = xp_ravel(getattr(res, attr)) |
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xp_assert_close(res_attr, ref_attr, rtol=1e-15) |
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assert getattr(res, attr).shape == shape |
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assert xp_test.isdtype(res.success.dtype, 'bool') |
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assert xp_test.isdtype(res.status.dtype, 'integral') |
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assert xp_test.isdtype(res.nfev.dtype, 'integral') |
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assert xp_test.isdtype(res.maxlevel.dtype, 'integral') |
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assert xp.max(res.nfev) == f.feval |
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assert xp.max(res.maxlevel) >= 2 |
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assert xp.max(res.maxlevel) == f.ncall |
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def test_flags(self, xp): |
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def f(xs, js): |
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f.nit += 1 |
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funcs = [lambda x: xp.exp(-x**2), |
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lambda x: xp.exp(x), |
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lambda x: xp.full_like(x, xp.nan)] |
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res = [] |
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for i in range(xp_size(js)): |
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x = xs[i, ...] |
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j = int(xp_ravel(js)[i]) |
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res.append(funcs[j](x)) |
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return xp.stack(res) |
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f.nit = 0 |
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args = (xp.arange(3, dtype=xp.int64),) |
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a = xp.asarray([xp.inf]*3) |
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b = xp.asarray([-xp.inf] * 3) |
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res = _tanhsinh(f, a, b, maxlevel=5, args=args) |
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ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32) |
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xp_assert_equal(res.status, ref_flags) |
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def test_flags_preserve_shape(self, xp): |
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def f(x): |
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res = [xp.exp(-x[0]**2), |
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xp.exp(x[1]), |
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xp.full_like(x[2], xp.nan)] |
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return xp.stack(res) |
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a = xp.asarray([xp.inf] * 3) |
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b = xp.asarray([-xp.inf] * 3) |
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res = _tanhsinh(f, a, b, maxlevel=5, preserve_shape=True) |
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ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32) |
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xp_assert_equal(res.status, ref_flags) |
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def test_preserve_shape(self, xp): |
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def f(x, xp): |
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return xp.stack([xp.stack([x, xp.sin(10 * x)]), |
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xp.stack([xp.cos(30 * x), x * xp.sin(100 * x)])]) |
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ref = quad_vec(lambda x: f(x, np), 0, 1) |
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res = _tanhsinh(lambda x: f(x, xp), xp.asarray(0), xp.asarray(1), |
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preserve_shape=True) |
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dtype = xp.asarray(0.).dtype |
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xp_assert_close(res.integral, xp.asarray(ref[0], dtype=dtype)) |
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def test_convergence(self, xp): |
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dtype = xp.float64 |
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def f(t): |
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return t * xp.log(1 + t) |
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ref = xp.asarray(0.25, dtype=dtype) |
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a, b = xp.asarray(0., dtype=dtype), xp.asarray(1., dtype=dtype) |
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last_logerr = 0 |
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for i in range(4): |
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res = _tanhsinh(f, a, b, minlevel=0, maxlevel=i) |
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logerr = self.error(res.integral, ref, log=True, xp=xp) |
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assert (logerr < last_logerr * 2 or logerr < -15.5) |
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last_logerr = logerr |
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def test_options_and_result_attributes(self, xp): |
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xp_test = array_namespace(xp.asarray(1.)) |
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def f(x): |
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f.calls += 1 |
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f.feval += xp_size(xp.asarray(x)) |
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return x**2 * xp_test.atan(x) |
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f.ref = xp.asarray((math.pi - 2 + 2 * math.log(2)) / 12, dtype=xp.float64) |
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default_rtol = 1e-12 |
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default_atol = f.ref * default_rtol |
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a = xp.asarray(0., dtype=xp.float64) |
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b = xp.asarray(1., dtype=xp.float64) |
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f.feval, f.calls = 0, 0 |
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ref = _tanhsinh(f, a, b) |
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assert self.error(ref.integral, f.ref) < ref.error < default_atol |
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assert ref.nfev == f.feval |
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ref.calls = f.calls |
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assert ref.success |
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assert ref.status == 0 |
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f.feval, f.calls = 0, 0 |
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maxlevel = int(ref.maxlevel) |
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res = _tanhsinh(f, a, b, maxlevel=maxlevel) |
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res.calls = f.calls |
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assert res == ref |
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f.feval, f.calls = 0, 0 |
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maxlevel -= 1 |
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assert maxlevel >= 2 |
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res = _tanhsinh(f, a, b, maxlevel=maxlevel) |
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assert self.error(res.integral, f.ref) < res.error > default_atol |
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assert res.nfev == f.feval < ref.nfev |
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assert f.calls == ref.calls - 1 |
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assert not res.success |
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assert res.status == eim._ECONVERR |
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ref = res |
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ref.calls = f.calls |
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f.feval, f.calls = 0, 0 |
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atol = np.nextafter(float(ref.error), np.inf) |
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res = _tanhsinh(f, a, b, rtol=0, atol=atol) |
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assert res.integral == ref.integral |
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assert res.error == ref.error |
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assert res.nfev == f.feval == ref.nfev |
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assert f.calls == ref.calls |
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assert res.success |
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assert res.status == 0 |
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f.feval, f.calls = 0, 0 |
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atol = np.nextafter(float(ref.error), -np.inf) |
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res = _tanhsinh(f, a, b, rtol=0, atol=atol) |
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assert self.error(res.integral, f.ref) < res.error < atol |
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assert res.nfev == f.feval > ref.nfev |
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assert f.calls > ref.calls |
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assert res.success |
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assert res.status == 0 |
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f.feval, f.calls = 0, 0 |
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rtol = np.nextafter(float(ref.error/ref.integral), np.inf) |
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res = _tanhsinh(f, a, b, rtol=rtol) |
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assert res.integral == ref.integral |
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assert res.error == ref.error |
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assert res.nfev == f.feval == ref.nfev |
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assert f.calls == ref.calls |
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assert res.success |
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assert res.status == 0 |
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f.feval, f.calls = 0, 0 |
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rtol = np.nextafter(float(ref.error/ref.integral), -np.inf) |
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res = _tanhsinh(f, a, b, rtol=rtol) |
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assert self.error(res.integral, f.ref)/f.ref < res.error/res.integral < rtol |
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assert res.nfev == f.feval > ref.nfev |
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assert f.calls > ref.calls |
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assert res.success |
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assert res.status == 0 |
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@pytest.mark.skip_xp_backends('torch', reason= |
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'https://github.com/scipy/scipy/pull/21149#issuecomment-2330477359', |
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) |
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@pytest.mark.parametrize('rtol', [1e-4, 1e-14]) |
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def test_log(self, rtol, xp): |
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|
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test_tols = dict(atol=1e-18, rtol=1e-15) |
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a = xp.asarray(-1., dtype=xp.float64) |
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b = xp.asarray(2., dtype=xp.float64) |
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res = _tanhsinh(norm_logpdf, a, b, log=True, rtol=math.log(rtol)) |
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ref = _tanhsinh(norm_pdf, a, b, rtol=rtol) |
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xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols) |
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xp_assert_close(xp.exp(res.error), ref.error, **test_tols) |
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assert res.nfev == ref.nfev |
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def f(x): |
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return -norm_logpdf(x)*norm_pdf(x) |
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def logf(x): |
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return xp.log(norm_logpdf(x) + 0j) + norm_logpdf(x) + xp.pi * 1j |
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|
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a = xp.asarray(-xp.inf, dtype=xp.float64) |
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b = xp.asarray(xp.inf, dtype=xp.float64) |
|
res = _tanhsinh(logf, a, b, log=True) |
|
ref = _tanhsinh(f, a, b) |
|
|
|
|
|
|
|
with np.errstate(all='ignore'): |
|
xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols, |
|
check_dtype=False) |
|
xp_assert_close(xp.exp(res.error), ref.error, **test_tols, |
|
check_dtype=False) |
|
assert res.nfev == ref.nfev |
|
|
|
def test_complex(self, xp): |
|
|
|
|
|
def f(x): |
|
return xp.exp(1j * x) |
|
|
|
a, b = xp.asarray(0.), xp.asarray(xp.pi/4) |
|
res = _tanhsinh(f, a, b) |
|
ref = math.sqrt(2)/2 + (1-math.sqrt(2)/2)*1j |
|
xp_assert_close(res.integral, xp.asarray(ref)) |
|
|
|
|
|
def f(x): |
|
return norm_pdf(x) + 1j/2*norm_pdf(x/2) |
|
|
|
a, b = xp.asarray(xp.inf), xp.asarray(-xp.inf) |
|
res = _tanhsinh(f, a, b) |
|
xp_assert_close(res.integral, xp.asarray(-(1+1j))) |
|
|
|
@pytest.mark.parametrize("maxlevel", range(4)) |
|
def test_minlevel(self, maxlevel, xp): |
|
|
|
|
|
|
|
|
|
|
|
xp_test = array_namespace(xp.asarray(1.)) |
|
|
|
def f(x): |
|
f.calls += 1 |
|
f.feval += xp_size(xp.asarray(x)) |
|
f.x = xp_test.concat((f.x, xp_ravel(x))) |
|
return x**2 * xp_test.atan(x) |
|
|
|
f.feval, f.calls, f.x = 0, 0, xp.asarray([]) |
|
|
|
a = xp.asarray(0, dtype=xp.float64) |
|
b = xp.asarray(1, dtype=xp.float64) |
|
ref = _tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel) |
|
ref_x = xp_test.sort(f.x) |
|
|
|
for minlevel in range(0, maxlevel + 1): |
|
f.feval, f.calls, f.x = 0, 0, xp.asarray([]) |
|
options = dict(minlevel=minlevel, maxlevel=maxlevel) |
|
res = _tanhsinh(f, a, b, **options) |
|
|
|
xp_assert_close(res.integral, ref.integral, rtol=4e-16) |
|
|
|
xp_assert_close(res.error, ref.error, atol=4e-16 * ref.integral) |
|
assert res.nfev == f.feval == f.x.shape[0] |
|
assert f.calls == maxlevel - minlevel + 1 + 1 |
|
assert res.status == ref.status |
|
xp_assert_equal(ref_x, xp_test.sort(f.x)) |
|
|
|
def test_improper_integrals(self, xp): |
|
|
|
def f(x): |
|
x[xp.isinf(x)] = xp.nan |
|
return xp.exp(-x**2) |
|
a = xp.asarray([-xp.inf, 0, -xp.inf, xp.inf, -20, -xp.inf, -20]) |
|
b = xp.asarray([xp.inf, xp.inf, 0, -xp.inf, 20, 20, xp.inf]) |
|
ref = math.sqrt(math.pi) |
|
ref = xp.asarray([ref, ref/2, ref/2, -ref, ref, ref, ref]) |
|
res = _tanhsinh(f, a, b) |
|
xp_assert_close(res.integral, ref) |
|
|
|
@pytest.mark.parametrize("limits", ((0, 3), ([-math.inf, 0], [3, 3]))) |
|
@pytest.mark.parametrize("dtype", ('float32', 'float64')) |
|
def test_dtype(self, limits, dtype, xp): |
|
|
|
dtype = getattr(xp, dtype) |
|
a, b = xp.asarray(limits, dtype=dtype) |
|
|
|
def f(x): |
|
assert x.dtype == dtype |
|
return xp.exp(x) |
|
|
|
rtol = 1e-12 if dtype == xp.float64 else 1e-5 |
|
res = _tanhsinh(f, a, b, rtol=rtol) |
|
assert res.integral.dtype == dtype |
|
assert res.error.dtype == dtype |
|
assert xp.all(res.success) |
|
xp_assert_close(res.integral, xp.exp(b)-xp.exp(a)) |
|
|
|
def test_maxiter_callback(self, xp): |
|
|
|
a, b = xp.asarray(-xp.inf), xp.asarray(xp.inf) |
|
def f(x): |
|
return xp.exp(-x*x) |
|
|
|
minlevel, maxlevel = 0, 2 |
|
maxiter = maxlevel - minlevel + 1 |
|
kwargs = dict(minlevel=minlevel, maxlevel=maxlevel, rtol=1e-15) |
|
res = _tanhsinh(f, a, b, **kwargs) |
|
assert not res.success |
|
assert res.maxlevel == maxlevel |
|
|
|
def callback(res): |
|
callback.iter += 1 |
|
callback.res = res |
|
assert hasattr(res, 'integral') |
|
assert res.status == 1 |
|
if callback.iter == maxiter: |
|
raise StopIteration |
|
callback.iter = -1 |
|
callback.res = None |
|
|
|
del kwargs['maxlevel'] |
|
res2 = _tanhsinh(f, a, b, **kwargs, callback=callback) |
|
|
|
|
|
for key in res.keys(): |
|
if key == 'status': |
|
assert res[key] == -2 |
|
assert res2[key] == -4 |
|
else: |
|
assert res2[key] == callback.res[key] == res[key] |
|
|
|
def test_jumpstart(self, xp): |
|
|
|
|
|
a = xp.asarray(-xp.inf, dtype=xp.float64) |
|
b = xp.asarray(xp.inf, dtype=xp.float64) |
|
|
|
def f(x): |
|
return xp.exp(-x*x) |
|
|
|
def callback(res): |
|
callback.integrals.append(xp_copy(res.integral)[()]) |
|
callback.errors.append(xp_copy(res.error)[()]) |
|
callback.integrals = [] |
|
callback.errors = [] |
|
|
|
maxlevel = 4 |
|
_tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel, callback=callback) |
|
|
|
for i in range(maxlevel + 1): |
|
res = _tanhsinh(f, a, b, minlevel=i, maxlevel=i) |
|
xp_assert_close(callback.integrals[1+i], res.integral, rtol=1e-15) |
|
xp_assert_close(callback.errors[1+i], res.error, rtol=1e-15, atol=1e-16) |
|
|
|
def test_special_cases(self, xp): |
|
|
|
a, b = xp.asarray(0), xp.asarray(1) |
|
xp_test = array_namespace(a, b) |
|
|
|
def f(x): |
|
assert xp_test.isdtype(x.dtype, "real floating") |
|
return x |
|
|
|
res = _tanhsinh(f, a, b) |
|
assert res.success |
|
xp_assert_close(res.integral, xp.asarray(0.5)) |
|
|
|
|
|
res = _tanhsinh(f, a, b, maxlevel=0) |
|
assert res.integral > 0 |
|
xp_assert_equal(res.error, xp.asarray(xp.nan)) |
|
res = _tanhsinh(f, a, b, maxlevel=1) |
|
assert res.integral > 0 |
|
xp_assert_equal(res.error, xp.asarray(xp.nan)) |
|
|
|
|
|
res = _tanhsinh(f, b, b) |
|
assert res.success |
|
assert res.maxlevel == -1 |
|
xp_assert_close(res.integral, xp.asarray(0.)) |
|
|
|
|
|
def f(x, c): |
|
return x**c |
|
|
|
res = _tanhsinh(f, a, b, args=29) |
|
xp_assert_close(res.integral, xp.asarray(1/30)) |
|
|
|
|
|
a = xp.asarray([xp.nan, 0, 0, 0]) |
|
b = xp.asarray([1, xp.nan, 1, 1]) |
|
c = xp.asarray([1, 1, xp.nan, 1]) |
|
res = _tanhsinh(f, a, b, args=(c,)) |
|
xp_assert_close(res.integral, xp.asarray([xp.nan, xp.nan, xp.nan, 0.5])) |
|
xp_assert_equal(res.error[:3], xp.full((3,), xp.nan)) |
|
xp_assert_equal(res.status, xp.asarray([-3, -3, -3, 0], dtype=xp.int32)) |
|
xp_assert_equal(res.success, xp.asarray([False, False, False, True])) |
|
xp_assert_equal(res.nfev[:3], xp.full((3,), 1, dtype=xp.int32)) |
|
|
|
|
|
|
|
|
|
|
|
|
|
_pair_cache.xjc = xp.empty(0) |
|
_pair_cache.wj = xp.empty(0) |
|
_pair_cache.indices = [0] |
|
_pair_cache.h0 = None |
|
a, b = xp.asarray(0), xp.asarray(1) |
|
res = _tanhsinh(lambda x: xp.asarray(x*1j), a, b) |
|
xp_assert_close(res.integral, xp.asarray(0.5*1j)) |
|
res = _tanhsinh(lambda x: x, a, b) |
|
xp_assert_close(res.integral, xp.asarray(0.5)) |
|
|
|
|
|
shape = (0, 3) |
|
res = _tanhsinh(lambda x: x, xp.asarray(0), xp.zeros(shape)) |
|
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel'] |
|
for attr in attrs: |
|
assert res[attr].shape == shape |
|
|
|
@pytest.mark.skip_xp_backends(np_only=True) |
|
def test_compress_nodes_weights_gh21496(self, xp): |
|
|
|
|
|
|
|
|
|
x = np.full(65, 3) |
|
x[-1] = 1000 |
|
_tanhsinh(np.sin, 1, x) |
|
|
|
|
|
@array_api_compatible |
|
@pytest.mark.usefixtures("skip_xp_backends") |
|
@pytest.mark.skip_xp_backends('array_api_strict', reason='No fancy indexing.') |
|
@pytest.mark.skip_xp_backends('jax.numpy', reason='No mutation.') |
|
class TestNSum: |
|
rng = np.random.default_rng(5895448232066142650) |
|
p = rng.uniform(1, 10, size=10).tolist() |
|
|
|
def f1(self, k): |
|
|
|
|
|
return k**(-2) |
|
|
|
f1.ref = np.pi**2/6 |
|
f1.a = 1 |
|
f1.b = np.inf |
|
f1.args = tuple() |
|
|
|
def f2(self, k, p): |
|
return 1 / k**p |
|
|
|
f2.ref = special.zeta(p, 1) |
|
f2.a = 1. |
|
f2.b = np.inf |
|
f2.args = (p,) |
|
|
|
def f3(self, k, p): |
|
return 1 / k**p |
|
|
|
f3.a = 1 |
|
f3.b = rng.integers(5, 15, size=(3, 1)) |
|
f3.ref = _gen_harmonic_gt1(f3.b, p) |
|
f3.args = (p,) |
|
|
|
def test_input_validation(self, xp): |
|
f = self.f1 |
|
a, b = xp.asarray(f.a), xp.asarray(f.b) |
|
|
|
message = '`f` must be callable.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(42, a, b) |
|
|
|
message = '...must be True or False.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, log=2) |
|
|
|
message = '...must be real numbers.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, xp.asarray(1+1j), b) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, xp.asarray(1+1j)) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, step=xp.asarray(1+1j)) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(atol='ekki')) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(rtol=pytest)) |
|
|
|
with np.errstate(all='ignore'): |
|
res = nsum(f, xp.asarray([np.nan, np.inf]), xp.asarray(1.)) |
|
assert xp.all((res.status == -1) & xp.isnan(res.sum) |
|
& xp.isnan(res.error) & ~res.success & res.nfev == 1) |
|
res = nsum(f, xp.asarray(10.), xp.asarray([np.nan, 1])) |
|
assert xp.all((res.status == -1) & xp.isnan(res.sum) |
|
& xp.isnan(res.error) & ~res.success & res.nfev == 1) |
|
res = nsum(f, xp.asarray(1.), xp.asarray(10.), |
|
step=xp.asarray([xp.nan, -xp.inf, xp.inf, -1, 0])) |
|
assert xp.all((res.status == -1) & xp.isnan(res.sum) |
|
& xp.isnan(res.error) & ~res.success & res.nfev == 1) |
|
|
|
message = '...must be non-negative and finite.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(rtol=-1)) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(atol=np.inf)) |
|
|
|
message = '...may not be positive infinity.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(rtol=np.inf), log=True) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, tolerances=dict(atol=np.inf), log=True) |
|
|
|
message = '...must be a non-negative integer.' |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, maxterms=3.5) |
|
with pytest.raises(ValueError, match=message): |
|
nsum(f, a, b, maxterms=-2) |
|
|
|
@pytest.mark.parametrize('f_number', range(1, 4)) |
|
def test_basic(self, f_number, xp): |
|
dtype = xp.asarray(1.).dtype |
|
f = getattr(self, f"f{f_number}") |
|
a, b = xp.asarray(f.a), xp.asarray(f.b), |
|
args = tuple(xp.asarray(arg) for arg in f.args) |
|
ref = xp.asarray(f.ref, dtype=dtype) |
|
res = nsum(f, a, b, args=args) |
|
xp_assert_close(res.sum, ref) |
|
xp_assert_equal(res.status, xp.zeros(ref.shape, dtype=xp.int32)) |
|
xp_test = array_namespace(a) |
|
xp_assert_equal(res.success, xp.ones(ref.shape, dtype=xp_test.bool)) |
|
|
|
with np.errstate(divide='ignore'): |
|
logres = nsum(lambda *args: xp.log(f(*args)), |
|
a, b, log=True, args=args) |
|
xp_assert_close(xp.exp(logres.sum), res.sum) |
|
xp_assert_close(xp.exp(logres.error), res.error, atol=1e-15) |
|
xp_assert_equal(logres.status, res.status) |
|
xp_assert_equal(logres.success, res.success) |
|
|
|
@pytest.mark.parametrize('maxterms', [0, 1, 10, 20, 100]) |
|
def test_integral(self, maxterms, xp): |
|
|
|
f = self.f1 |
|
|
|
def logf(x): |
|
return -2*xp.log(x) |
|
|
|
def F(x): |
|
return -1 / x |
|
|
|
a = xp.asarray([1, 5], dtype=xp.float64)[:, xp.newaxis] |
|
b = xp.asarray([20, 100, xp.inf], dtype=xp.float64)[:, xp.newaxis, xp.newaxis] |
|
step = xp.asarray([0.5, 1, 2], dtype=xp.float64).reshape((-1, 1, 1, 1)) |
|
nsteps = xp.floor((b - a)/step) |
|
b_original = b |
|
b = a + nsteps*step |
|
|
|
k = a + maxterms*step |
|
|
|
direct = xp.sum(f(a + xp.arange(maxterms)*step), axis=-1, keepdims=True) |
|
integral = (F(b) - F(k))/step |
|
low = direct + integral + f(b) |
|
high = direct + integral + f(k) |
|
ref_sum = (low + high)/2 |
|
ref_err = (high - low)/2 |
|
|
|
|
|
xp_test = array_namespace(a) |
|
a, b, step = xp_test.broadcast_arrays(a, b, step) |
|
for i in np.ndindex(a.shape): |
|
ai, bi, stepi = float(a[i]), float(b[i]), float(step[i]) |
|
if (bi - ai)/stepi + 1 <= maxterms: |
|
direct = xp.sum(f(xp.arange(ai, bi+stepi, stepi, dtype=xp.float64))) |
|
ref_sum[i] = direct |
|
ref_err[i] = direct * xp.finfo(direct.dtype).eps |
|
|
|
rtol = 1e-12 |
|
res = nsum(f, a, b_original, step=step, maxterms=maxterms, |
|
tolerances=dict(rtol=rtol)) |
|
xp_assert_close(res.sum, ref_sum, rtol=10*rtol) |
|
xp_assert_close(res.error, ref_err, rtol=100*rtol) |
|
|
|
i = ((b_original - a)/step + 1 <= maxterms) |
|
xp_assert_close(res.sum[i], ref_sum[i], rtol=1e-15) |
|
xp_assert_close(res.error[i], ref_err[i], rtol=1e-15) |
|
|
|
logres = nsum(logf, a, b_original, step=step, log=True, |
|
tolerances=dict(rtol=math.log(rtol)), maxterms=maxterms) |
|
xp_assert_close(xp.exp(logres.sum), res.sum) |
|
xp_assert_close(xp.exp(logres.error), res.error) |
|
|
|
@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)]) |
|
def test_vectorization(self, shape, xp): |
|
|
|
|
|
rng = np.random.default_rng(82456839535679456794) |
|
a = rng.integers(1, 10, size=shape) |
|
|
|
|
|
|
|
b = np.inf |
|
p = rng.random(shape) + 1 |
|
n = math.prod(shape) |
|
|
|
def f(x, p): |
|
f.feval += 1 if (x.size == n or x.ndim <= 1) else x.shape[-1] |
|
return 1 / x ** p |
|
|
|
f.feval = 0 |
|
|
|
@np.vectorize |
|
def nsum_single(a, b, p, maxterms): |
|
return nsum(lambda x: 1 / x**p, a, b, maxterms=maxterms) |
|
|
|
res = nsum(f, xp.asarray(a), xp.asarray(b), maxterms=1000, |
|
args=(xp.asarray(p),)) |
|
refs = nsum_single(a, b, p, maxterms=1000).ravel() |
|
|
|
attrs = ['sum', 'error', 'success', 'status', 'nfev'] |
|
for attr in attrs: |
|
ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs] |
|
res_attr = getattr(res, attr) |
|
xp_assert_close(xp_ravel(res_attr), xp.asarray(ref_attr), rtol=1e-15) |
|
assert res_attr.shape == shape |
|
|
|
xp_test = array_namespace(xp.asarray(1.)) |
|
assert xp_test.isdtype(res.success.dtype, 'bool') |
|
assert xp_test.isdtype(res.status.dtype, 'integral') |
|
assert xp_test.isdtype(res.nfev.dtype, 'integral') |
|
if is_numpy(xp): |
|
assert int(xp.max(res.nfev)) == f.feval |
|
|
|
def test_status(self, xp): |
|
f = self.f2 |
|
|
|
p = [2, 2, 0.9, 1.1, 2, 2] |
|
a = xp.asarray([0, 0, 1, 1, 1, np.nan], dtype=xp.float64) |
|
b = xp.asarray([10, np.inf, np.inf, np.inf, np.inf, np.inf], dtype=xp.float64) |
|
ref = special.zeta(p, 1) |
|
p = xp.asarray(p, dtype=xp.float64) |
|
|
|
with np.errstate(divide='ignore'): |
|
res = nsum(f, a, b, args=(p,)) |
|
|
|
ref_success = xp.asarray([False, False, False, False, True, False]) |
|
ref_status = xp.asarray([-3, -3, -2, -4, 0, -1], dtype=xp.int32) |
|
xp_assert_equal(res.success, ref_success) |
|
xp_assert_equal(res.status, ref_status) |
|
xp_assert_close(res.sum[res.success], xp.asarray(ref)[res.success]) |
|
|
|
def test_nfev(self, xp): |
|
def f(x): |
|
f.nfev += xp_size(x) |
|
return 1 / x**2 |
|
|
|
f.nfev = 0 |
|
res = nsum(f, xp.asarray(1), xp.asarray(10)) |
|
assert res.nfev == f.nfev |
|
|
|
f.nfev = 0 |
|
res = nsum(f, xp.asarray(1), xp.asarray(xp.inf), tolerances=dict(atol=1e-6)) |
|
assert res.nfev == f.nfev |
|
|
|
def test_inclusive(self, xp): |
|
|
|
|
|
a = xp.asarray([1, 4]) |
|
b = xp.asarray(xp.inf) |
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res = nsum(lambda k: 1 / k ** 2, a, b, |
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maxterms=500, tolerances=dict(atol=0.1)) |
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ref = nsum(lambda k: 1 / k ** 2, a, b) |
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assert xp.all(res.sum > (ref.sum - res.error)) |
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assert xp.all(res.sum < (ref.sum + res.error)) |
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|
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@pytest.mark.parametrize('log', [True, False]) |
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def test_infinite_bounds(self, log, xp): |
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a = xp.asarray([1, -np.inf, -np.inf]) |
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b = xp.asarray([np.inf, -1, np.inf]) |
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c = xp.asarray([1, 2, 3]) |
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|
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def f(x, a): |
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return (xp.log(xp.tanh(a / 2)) - a*xp.abs(x) if log |
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else xp.tanh(a/2) * xp.exp(-a*xp.abs(x))) |
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|
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res = nsum(f, a, b, args=(c,), log=log) |
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ref = xp.asarray([stats.dlaplace.sf(0, 1), stats.dlaplace.sf(0, 2), 1]) |
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ref = xp.log(ref) if log else ref |
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atol = (1e-10 if a.dtype==xp.float64 else 1e-5) if log else 0 |
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xp_assert_close(res.sum, xp.asarray(ref, dtype=a.dtype), atol=atol) |
|
|
|
|
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def f(x, c): |
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return -3*xp.log(c*x) if log else 1 / (c*x)**3 |
|
|
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a = xp.asarray([1, -np.inf]) |
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b = xp.asarray([np.inf, -1]) |
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arg = xp.asarray([1, -1]) |
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res = nsum(f, a, b, args=(arg,), log=log) |
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ref = np.log(special.zeta(3)) if log else special.zeta(3) |
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xp_assert_close(res.sum, xp.full(a.shape, ref, dtype=a.dtype)) |
|
|
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def test_decreasing_check(self, xp): |
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|
|
|
|
|
|
|
|
|
|
|
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def f(x): |
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return xp.exp(-x ** 2) |
|
|
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a, b = xp.asarray(-25, dtype=xp.float64), xp.asarray(np.inf, dtype=xp.float64) |
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res = nsum(f, a, b) |
|
|
|
|
|
|
|
|
|
|
|
|
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ref = xp.asarray(1.772637204826652, dtype=xp.float64) |
|
|
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xp_assert_close(res.sum, ref, rtol=1e-15) |
|
|
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def test_special_case(self, xp): |
|
|
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f = self.f1 |
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a = b = xp.asarray(2) |
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res = nsum(f, a, b) |
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xp_assert_equal(res.sum, xp.asarray(f(2))) |
|
|
|
|
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res = nsum(self.f2, xp.asarray(1), xp.asarray(np.inf), args=xp.asarray(2)) |
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xp_assert_close(res.sum, xp.asarray(self.f1.ref)) |
|
|
|
|
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a = xp.empty((3, 1, 1)) |
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b = xp.empty((0, 1)) |
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p = xp.empty(4) |
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shape = np.broadcast_shapes(a.shape, b.shape, p.shape) |
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res = nsum(self.f2, a, b, args=(p,)) |
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assert res.sum.shape == shape |
|
assert res.status.shape == shape |
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assert res.nfev.shape == shape |
|
|
|
|
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def f(x): |
|
with np.errstate(divide='ignore'): |
|
return 1 / x |
|
|
|
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=0) |
|
assert xp.isnan(res.sum) |
|
assert xp.isnan(res.error) |
|
assert res.status == -2 |
|
|
|
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=1) |
|
assert xp.isnan(res.sum) |
|
assert xp.isnan(res.error) |
|
assert res.status == -3 |
|
|
|
|
|
|
|
a = xp.asarray([xp.nan, 1, 1, 1]) |
|
b = xp.asarray([xp.inf, xp.nan, xp.inf, xp.inf]) |
|
p = xp.asarray([2, 2, xp.nan, 2]) |
|
res = nsum(self.f2, a, b, args=(p,)) |
|
xp_assert_close(res.sum, xp.asarray([xp.nan, xp.nan, xp.nan, self.f1.ref])) |
|
xp_assert_close(res.error[:3], xp.full((3,), xp.nan)) |
|
xp_assert_equal(res.status, xp.asarray([-1, -1, -3, 0], dtype=xp.int32)) |
|
xp_assert_equal(res.success, xp.asarray([False, False, False, True])) |
|
|
|
xp_assert_equal(res.nfev[:2], xp.full((2,), 1, dtype=xp.int32)) |
|
|
|
@pytest.mark.parametrize('dtype', ['float32', 'float64']) |
|
def test_dtype(self, dtype, xp): |
|
dtype = getattr(xp, dtype) |
|
|
|
def f(k): |
|
assert k.dtype == dtype |
|
return 1 / k ** xp.asarray(2, dtype=dtype) |
|
|
|
a = xp.asarray(1, dtype=dtype) |
|
b = xp.asarray([10, xp.inf], dtype=dtype) |
|
res = nsum(f, a, b) |
|
assert res.sum.dtype == dtype |
|
assert res.error.dtype == dtype |
|
|
|
rtol = 1e-12 if dtype == xp.float64 else 1e-6 |
|
ref = _gen_harmonic_gt1(np.asarray([10, xp.inf]), 2) |
|
xp_assert_close(res.sum, xp.asarray(ref, dtype=dtype), rtol=rtol) |
|
|
|
@pytest.mark.parametrize('case', [(10, 100), (100, 10)]) |
|
def test_nondivisible_interval(self, case, xp): |
|
|
|
|
|
|
|
n, maxterms = case |
|
|
|
def f(k): |
|
return 1 / k ** 2 |
|
|
|
a = np.e |
|
step = 1 / 3 |
|
b0 = a + n * step |
|
i = np.arange(-2, 3) |
|
b = b0 + i * np.spacing(b0) |
|
ns = np.floor((b - a) / step) |
|
assert len(set(ns)) == 2 |
|
|
|
a, b = xp.asarray(a, dtype=xp.float64), xp.asarray(b, dtype=xp.float64) |
|
step, ns = xp.asarray(step, dtype=xp.float64), xp.asarray(ns, dtype=xp.float64) |
|
res = nsum(f, a, b, step=step, maxterms=maxterms) |
|
xp_assert_equal(xp.diff(ns) > 0, xp.diff(res.sum) > 0) |
|
xp_assert_close(res.sum[-1], res.sum[0] + f(b0)) |
|
|
|
@pytest.mark.skip_xp_backends(np_only=True, reason='Needs beta function.') |
|
def test_logser_kurtosis_gh20648(self, xp): |
|
|
|
|
|
ref = stats.yulesimon.moment(4, 5) |
|
def f(x): |
|
return stats.yulesimon._pmf(x, 5) * x**4 |
|
|
|
with np.errstate(invalid='ignore'): |
|
assert np.isnan(f(np.inf)) |
|
|
|
res = nsum(f, 1, np.inf) |
|
assert_allclose(res.sum, ref) |
|
|